Bayesian model averaging for dynamic panels with an application to a trade gravity model

DOI10.1080/07474938.2016.1167857zbMath1490.62429OpenAlexW2330860730MaRDI QIDQ5862500

Charalambos G. Tsangarides, Alin Mirestean, Huigang Chen

Publication date: 9 March 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://figshare.com/articles/journal_contribution/Bayesian_model_averaging_for_dynamic_panels_with_an_application_to_a_trade_gravity_model/3141754

zbMATH Keywords

robustnessgeneralized method of momentsmodel uncertaintyBayesian model averaginggravity modeldynamic panels

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Unnamed Item
• Unnamed Item
• Large Sample Properties of Generalized Method of Moments Estimators
• Initial conditions and moment restrictions in dynamic panel data models
• Efficient estimation of models for dynamic panel data
• Another look at the instrumental variable estimation of error-components models
• Bayesian model averaging in the instrumental variable regression model
• Bayesian averaging, prediction and nonnested model selection
• I-divergence geometry of probability distributions and minimization problems
• Measuring the health effects of air pollution: To what extent can we really say that people are dying from bad air?
• Bayesian model averaging: A tutorial. (with comments and a rejoinder).
• Limited information likelihood and Bayesian analysis
• Implied Probabilities in GMM Estimators
• Bayesian Variable Selection in Linear Regression
• Bayesian Model Averaging for Linear Regression Models
• An Estimate of the Effect of Common Currencies on Trade and Income
• Bayes Factors
• A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion
• Two-Stage Bayesian Model Averaging in Endogenous Variable Models
• Bayesian exponentially tilted empirical likelihood
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
• Bayesian Model Averaging With Applications to Benchmark Dose Estimation for Arsenic in Drinking Water
• Benchmark priors for Bayesian model averaging.
• Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models

This page was built for publication: Bayesian model averaging for dynamic panels with an application to a trade gravity model